1 citations · 1 across the 3 of their papers we have counts for
3 papers
stat.ME2023
Gibbs sampler approach for objective Bayeisan inference in elliptical multivariate random effects model
Olha Bodnar, Taras Bodnar
In this paper, we present the Bayesian inference procedures for the parameters of the multivariate random effects model derived under the assumption of an elliptically contoured di…
q-fin.ST2022
Monitoring the Dynamic Networks of Stock Returns
Elena Farahbakhsh Touli, Hoang Nguyen, Olha Bodnar
In this paper, we study the connection between the companies in the Swedish capital market. We consider 28 companies included in the determination of the market index OMX30. The ne…
stat.ME2021★ 1 cited
Objective Bayesian meta-analysis based on generalized multivariate random effects model
Olha Bodnar, Taras Bodnar
Objective Bayesian inference procedures are derived for the parameters of the multivariate random effects model generalized to elliptically contoured distributions. The posterior f…